Question: Assume that the single factor APT model applies and a portfolio exists such that 2/3 of the funds are invested in Security Q and the

Assume that the single factor APT model applies and a portfolio exists such that 2/3 of the funds are invested in Security Q and the rest in the risk-free asset. Security Q has a beta of 1.5. The portfolio has a beta of:

0.50.

0.75.

1.00.

1.50

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